+130.4%
TLT vs PCAR
+2,889.1%
-2,758.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | 0.0% |
| 7D | +0.5% | +2.2% | -1.6% | +0.8% |
| 30D | +6.0% | -4.4% | +10.4% | +5.5% |
| 3M | -0.9% | -21.4% | +20.5% | -3.7% |
| 6M | -2.6% | -7.3% | +4.7% | -3.3% |
| YTD | -3.1% | -3.8% | +0.7% | -3.3% |
| 1Y | -4.4% | +6.3% | -10.7% | -3.3% |
| 3Y | +5.5% | +34.4% | -28.9% | +11.0% |
| 5Y | -34.7% | +109.2% | -143.9% | -26.2% |
| 10Y | -17.6% | +312.9% | -330.5% | +5.6% |
| All | +130.4% | +2,889.1% | -2,758.7% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling